-33.4%
BAX vs AFL
+62.8%
-96.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -5.1% | -2.1% | -3.0% | -4.4% |
| 30D | -12.2% | -5.4% | -6.7% | -10.5% |
| 3M | +21.8% | -0.3% | +22.1% | +21.7% |
| 6M | +36.3% | +5.2% | +31.1% | +33.5% |
| YTD | +27.8% | +5.7% | +22.1% | +24.9% |
| 1Y | -0.1% | +10.2% | -10.3% | -3.7% |
| All | -33.4% | +62.8% | -96.1% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling